+120.4%
MSTR vs TSEM
+657.0%
-536.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -4.2% |
| 7D | +12.2% | +6.9% | +5.3% | +9.3% |
| 30D | +45.2% | +5.3% | +39.9% | +40.3% |
| 3M | +10.4% | -14.9% | +25.3% | +11.9% |
| 6M | -2.5% | +80.0% | -82.5% | -33.4% |
| YTD | -6.0% | +89.4% | -95.4% | -38.3% |
| 1Y | -56.4% | +253.1% | -309.5% | -79.6% |
| 3Y | +306.3% | +642.1% | -335.8% | +21.9% |
| All | +120.4% | +657.0% | -536.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling